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IB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDW 15%ISTB 15%CNX1.L 15%CSPX.L 15%EIMI.L 15%MVOL.L 15%XT 10%BondBondEquityEquity
PositionCategory/SectorTarget Weight
BNDW
Vanguard Total World Bond ETF
Total Bond Market
15%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities
15%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities
15%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities
15%
ISTB
iShares Core 1-5 Year USD Bond ETF
Total Bond Market
15%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
Global Equities
15%
XT
iShares Exponential Technologies ETF
Large Cap Growth Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IB, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.25%
28.14%
IB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
IB-1.52%-3.36%0.42%10.45%N/AN/A
BNDW
Vanguard Total World Bond ETF
-0.98%-1.61%0.78%1.78%-0.37%N/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
-2.24%-4.08%1.76%23.96%20.07%20.76%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-1.84%-3.83%4.95%23.59%N/AN/A
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
-2.52%-5.21%-6.78%6.63%1.44%3.59%
ISTB
iShares Core 1-5 Year USD Bond ETF
-0.33%-0.32%1.77%3.70%1.40%1.83%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
-1.45%-4.11%1.79%7.81%4.31%7.06%
XT
iShares Exponential Technologies ETF
-0.69%-3.98%-2.69%2.67%7.03%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of IB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.01%1.98%1.88%-2.53%2.09%3.41%0.95%1.53%2.31%-1.64%2.59%-1.36%11.59%
20230.46%4.39%4.86%

Expense Ratio

IB has an expense ratio of 0.21%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for XT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for MVOL.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for ISTB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IB is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IB is 3838
Overall Rank
The Sharpe Ratio Rank of IB is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of IB is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IB is 3737
Omega Ratio Rank
The Calmar Ratio Rank of IB is 4141
Calmar Ratio Rank
The Martin Ratio Rank of IB is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IB, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.431.77
The chart of Sortino ratio for IB, currently valued at 1.99, compared to the broader market-2.000.002.004.001.992.37
The chart of Omega ratio for IB, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.261.32
The chart of Calmar ratio for IB, currently valued at 2.08, compared to the broader market0.002.004.006.008.0010.002.082.65
The chart of Martin ratio for IB, currently valued at 7.85, compared to the broader market0.0010.0020.0030.0040.007.8511.13
IB
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNDW
Vanguard Total World Bond ETF
0.640.931.110.942.26
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
1.361.901.251.866.32
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
1.902.541.372.5411.93
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.711.101.140.902.48
ISTB
iShares Core 1-5 Year USD Bond ETF
1.762.571.333.087.02
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
1.111.581.191.374.60
XT
iShares Exponential Technologies ETF
0.250.461.060.381.07

The current IB Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IB with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.401.601.802.002.202.402.602.80Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.43
1.77
IB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IB provided a 1.23% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.23%1.23%1.05%0.68%0.72%0.64%1.02%0.78%0.41%0.42%0.37%0.16%
BNDW
Vanguard Total World Bond ETF
3.94%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISTB
iShares Core 1-5 Year USD Bond ETF
3.85%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.07%1.90%1.58%1.07%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XT
iShares Exponential Technologies ETF
0.66%0.66%0.41%0.78%0.84%0.77%1.55%1.45%0.97%1.37%1.34%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.95%
-4.32%
IB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IB. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IB was 5.49%, occurring on Aug 5, 2024. Recovery took 12 trading sessions.

The current IB drawdown is 3.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.49%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-4.09%Mar 22, 202420Apr 19, 202418May 15, 202438
-3.95%Dec 9, 202423Jan 10, 2025
-2.59%Aug 26, 202410Sep 6, 20247Sep 17, 202417
-2.22%Nov 8, 20246Nov 15, 202411Dec 2, 202417

Volatility

Volatility Chart

The current IB volatility is 2.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.55%
4.66%
IB
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ISTBBNDWMVOL.LCSPX.LEIMI.LCNX1.LXT
ISTB1.000.890.250.080.220.160.30
BNDW0.891.000.290.140.170.170.28
MVOL.L0.250.291.000.500.410.350.30
CSPX.L0.080.140.501.000.450.680.39
EIMI.L0.220.170.410.451.000.490.59
CNX1.L0.160.170.350.680.491.000.60
XT0.300.280.300.390.590.601.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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